I agree with Jeff here. You need to be prepared for any type of question on these exams. Having said that, for developer exams I would anticipate that case study items would be more prevalent on the MCPD level exams, not the MCTS level.
This is because the MCPD is geared towards having you choose the correct answer based upon a business scenario, whereas the MCTS exams are geared towards determining if you know how to do a specific task. As an example, an MCTS question for the ASP.NET exam
might ask you to choose how to implement out of server session state and then show you a series of code samples. A related MCPD question might give you a case study that outlines a number of business requirements, and then ask you to choose which type
of session state to implement.
Hope that helps. Good luck.
Mike Corkery, MCT, MCPD, MCITP, MSF, MCSD, MCAD, etc.